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Pathogen-Genomics-Cymru / covate

Examines relationship of SARS-CoV-2 lineage growth between UK regions
GNU Affero General Public License v3.0
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Cholesky decomposition fails when selecting VAR lag order #3

Closed annacprice closed 3 years ago

annacprice commented 3 years ago

https://github.com/Pathogen-Genomics-Cymru/covate/blob/e483686cbe6119a099db9f1d734e7df952cb7cb2/covate/build_model.py#L123

throws error for UK3413

scipy/linalg/decomp_cholesky.py", line 38, in _cholesky
    "definite" % info)
numpy.linalg.LinAlgError: 2-th leading minor of the array is not positive definite
annacprice commented 3 years ago

Caused by negative eigenvalues? May need to add exception handling

annacprice commented 3 years ago

Other numpy.linalg.LinAlgErrors:

Cointegration throws error for UK4625

numpy/linalg/linalg.py", line 763, in cholesky
    r = gufunc(a, signature=signature, extobj=extobj)
numpy/linalg/linalg.py", line 91, in _raise_linalgerror_nonposdef
    raise LinAlgError("Matrix is not positive definite")
numpy.linalg.LinAlgError: Matrix is not positive definite

Building VECM throws error for UK1682

numpy/linalg/linalg.py", line 88, in _raise_linalgerror_singular
    raise LinAlgError("Singular matrix")
numpy.linalg.LinAlgError: Singular matrix
annacprice commented 3 years ago

Closed by 62bb2aac771424d1071dbef855986f49ae747a94